A PARALLEL ARCHITECTURE FOR KALMAN FILTER MEASUREMENT UPDATE AND PARAMETER-ESTIMATION

被引：43

作者：

JOVER, JM

KAILATH, T

机构：

[1] AT&T Bell Lab, Holmdel, NJ, USA, AT&T Bell Lab, Holmdel, NJ, USA

来源：

AUTOMATICA | 1986年 / 22卷 / 01期

关键词：

COMPUTER ARCHITECTURE - COMPUTER SYSTEMS; DIGITAL - Parallel Processing - SIGNAL PROCESSING - Digital Techniques;

D O I：

10.1016/0005-1098(86)90104-4

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

We present a new parallel computing structure of the Systolic Array type for implementing a new algorithm for the measurement update step of the Kalman filter for state-space estimation. This corresponds to parameter estimation from noisy measurements subject to a linear model. An O(n)-element parallel architecture provides recursive least-squares estimation of n parameters (Kalman filtering measurement update) in time O(n) via modified Givens triangularization.

引用

页码：43 / 57

页数：15

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